CRSP U.S. Equity Indexes offer the following features and benefits:
- New approach to migration called “packeting”
- Emphasis on cost efficiency
- Quarterly reconstitution
- Objective and transparent rule-based methodology
- Breakpoints based on cumulative market capitalization
- Partial weighting
- Investability screens
- Float-adjusted market cap
Emphasis is placed on minimizing unnecessary index turnover while maintaining “style purity.”
The CRSP U.S. Equity Indexes Methodology Guide is reviewed and updated annually in December to reflect any methodology refinements or changes.
CRSP Index Methodology Changes Notice - January 2021
Since the last Methodology Guide Update in August 2020, clarifications have been made to the “Identifying US Companies” section on page 4.